+28.1%
BSX vs FSLY
-4.2%
+32.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +1.9% |
| 7D | +2.0% | -10.6% | +12.7% | +2.6% |
| 30D | +0.1% | -20.9% | +21.0% | +1.1% |
| 3M | -2.1% | +3.4% | -5.6% | -2.8% |
| 6M | -33.8% | +2.7% | -36.5% | -35.4% |
| YTD | -49.9% | +102.3% | -152.1% | -53.7% |
| 1Y | -55.4% | +182.1% | -237.5% | -60.0% |
| 3Y | -10.9% | -14.6% | +3.7% | -16.2% |
| 5Y | +6.4% | -55.9% | +62.3% | -0.5% |
| All | +28.1% | -4.2% | +32.3% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FSLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling